These notes are based on six-week lectures given at T.I.F.R. Centre, Indian Institute of Science, Bangalore, during February to April, 1983. My main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin. In the first part, I gave a calculus for Wiener functionals, which may be of some independent interest. In the second part, an application of... Topics: Stochastic Processes, "
byItō, Kiyosi, 1915-2008; Barndorff-Nielsen, O. E. (Ole E.); Sato, Ken-iti, 1934-; Itō, Kiyosi, 1915-2008. Stochastic processes, 1968/69
Book digitized by Google from the library of Oxford University and uploaded to the Internet Archive by user tpb. Topic: Stochastic processes Source: http://books.google.com/books?id=6ewFAAAAQAAJ&oe=UTF-8
by<a href=http://www.eecs.berkeley.edu/~ananth/ target=_blank> Kumar and Varaiya</a>
Contents: introduction; state space models; properties of linear stochastic systems; controlled Markov chain model; input output models; dynamic programming; linear systems estimation and control; infinite horizon dynamic programming; introduction to system identification; linear system identification; Bayesian adaptive control; non-Bayesian adaptive control; self-tuning regulators for linear systems. Lecture Notes Collection FreeScience.info ID2844 Obtained from... Topics: Stochastic Processes, "
byJoslin, Ronald D.; Hanebutte, Ulf R.; Zubair, Mohamma
The implementation and performance of a parallel spatial direct numerical simulation (PSDNS) approach on the Intel iPSC/860 hypercube and IBM SP1 and SP2 parallel computers is documented. Spatially evolving disturbances associated with the laminar-to-turbulent transition in boundary-layer flows are computed with the PSDNS code. The feasibility of using the PSDNS to perform transition studies on these computers is examined. The results indicate that PSDNS approach can effectively be parallelized... Topics: MARKOV CHAINS, PETRI NETS, STOCHASTIC PROCESSES, FAILURE
Solutions are given for the diffusion of trapped particles in a planetary magnetic field in which the first and second adiabatic invariants are preserved but the third is not, using as boundary conditions a fixed density at the outer boundary (the magnetopause) and a zero density at an inner boundary (the planetary surface). Losses to an orbiting natural satellite are included and an approximate evaluation is made of the effects of the synchrotron radiation on the energy of relativistic... Topics: NOISE (SOUND), STOCHASTIC PROCESSES, HARMONICS, LIE GROUPS, NONLINEAR SYSTEMS
We introduce homogeneous Markov processes and show how the apparatus developed so far simplifies for this class. This module does not discuss more specific Markov processes--continuous, jump, birth-death, etc. Topics: Maths, Stochastic Analysis, Stochastic Processes, Markov Processes, Mathematics Source: http://www.flooved.com/reader/1591
The deployable sunshield is an example of a gossamer structure envisioned for use on future space telescopes. The basic structure consists of multiple layers of pretensioned, thin-film membranes supported by deployable booms. The prediction and verification of sunshield dynamics has been identified as an area in need of technology development due to the difficulties inherent in predicting nonlinear structural behavior of the membranes and because of the challenges involved. in ground testing of... Topics: OBSERVATION SCHEDULING, ASTRONOMICAL OBSERVATORIES, STOCHASTIC PROCESSES, ASTRONOMY, AIRBORNE...
Eric Drexler has proposed a hypothetical nanotechnology based on diamond and investigated the properties of such molecular systems. While attractive, diamonoid nanotechnology is not physically accessible with straightforward extensions of current laboratory techniques. We propose a nanotechnology based on functionalized fullerenes and investigate carbon nanotube based gears with teeth added via a benzyne reaction known to occur with C60. The gears are single-walled carbon nanotubes with... Topics: STOCHASTIC PROCESSES, EFFICIENCY, RIBONUCLEIC ACIDS, FREE ENERGY, REACTION KINETICS, GLASS
Existence of solution of impulsive Lipschitzian quantum stochastic differential equations (QSDEs) associated with the Kurzweil equations are introduced and studied. This is accomplished within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus and the associated Kurzweil equations. Here again, the solutions of a QSDE are functions of bounded variation, that is they have the same properties as the Kurzweil equations... Topics: Impulsive, Kurzweil Equations, Bounded Variation, Noncommutative Stochastic Processes